Ah, I can explain. The topic you linked has html headings (<h3>, <h4> and so on) and initially the TOC component had its own logic for adding heading anchors. However, since then, core added automatic anchors and recently I removed the custom anchor login in the theme component. However, core’s anchor feature only works for Markdown headings (using ###).
So that’s the OP here has anchors, but the linked guide doesn’t.
We probably should update that guide to use Markdown instead of HTML @JammyDodger.